Hi,
Is NM capable of backtesting futures instruments, e.g. the symbols found in Ninja Trader?
I know that CFD products are meant to reflect futures, but there can often be a difference in the symbol pricing due to different brokers, and swap rates tend to vary from broker to broker.
If not, may I request backtesting futures (continuous contract) as a feature for a future update?
As there are many futures products on TradingView.
Here is a link for more info:
https://www.linkedin.com/pulse/continuo ... ing-laffey
NM - Futures backtesting?
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- Posts: 259
- Joined: Tue Feb 22, 2022 11:06 am
Re: NM - Futures backtesting?
Hi,
At the moment, we do not have significant data for futures instruments unfortunately.
We would love to have good quality data for futures instruments, just like our other data.
Unfortunately, good historical quality data is hard to find. If you know some good data providers, free or paying, don't hesitate, we could include it.
Ideally, we need data in tick format, this is important to calculate the historical spread and have accurate backtests.
At the moment, we do not have significant data for futures instruments unfortunately.
We would love to have good quality data for futures instruments, just like our other data.
Unfortunately, good historical quality data is hard to find. If you know some good data providers, free or paying, don't hesitate, we could include it.
Ideally, we need data in tick format, this is important to calculate the historical spread and have accurate backtests.
Re: NM - Futures backtesting?
Thanks for the reply,
Here are a couple data providers:
https://firstratedata.com/
https://eoddata.com/products/default.aspx - for this one Gold and Platinum have US Futures data included.
They have info for commercial customers:
https://eoddata.com/products/DataFeed.aspx
Here are a couple data providers:
https://firstratedata.com/
https://eoddata.com/products/default.aspx - for this one Gold and Platinum have US Futures data included.
They have info for commercial customers:
https://eoddata.com/products/DataFeed.aspx
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- Posts: 259
- Joined: Tue Feb 22, 2022 11:06 am
Re: NM - Futures backtesting?
Thanks for these links !
Unfortunately, it looks like these providers only offer 1 minute bars resolution, not tick data. We prefer to have tick data in order to calculate the real historical spread.
We contacted both of them to see if they can provide tick data
Unfortunately, it looks like these providers only offer 1 minute bars resolution, not tick data. We prefer to have tick data in order to calculate the real historical spread.
We contacted both of them to see if they can provide tick data